条件风险值下直营连锁企业供销平衡鲁棒策略研究  

On Robust Strategy of Supply and Marketing Balance of Direct Chain Enterprises Based on Conditional Value-at-Risk

作　　者：徐蕾艳 孟志青[2] XU Leiyan;MENG Zhiqing(School of Digital Business,Nanjing Institute of Information Technology,Nanjing 210023;College of Management,Zhejiang University of Technology,Hangzhou 310023)

机构地区：[1]南京信息职业技术学院数字商务学院,南京210023 [2]浙江工业大学管理学院,杭州310023

出　　处：《系统科学与数学》2021年第8期2149-2169,共21页Journal of Systems Science and Mathematical Sciences

基　　金：2020年江苏高校哲学社会科学研究项目(2020SJA0721);南京信息职业技术学院高层次人才科研启动基金项目(YB20200601);国家自然科学基金项目(11771386)资助课题。

摘　　要：研究了针对直营连锁企业的基于凸概率分布函数簇的条件风险值下产品供销平衡鲁棒策略问题,证明了单目标条件风险值下供销平衡鲁棒策略模型可以等价于一个单目标优化模型,也证明了一个多目标条件条件风险值下供销平衡鲁棒策略模型可以等价于一个多目标优化模型,上述两个鲁棒模型都可用于解决直营连锁企业的单周期产品供销平衡决策问题.通过数值分析结果表明了建立的直营连锁企业单周期权值供销平衡鲁棒策略模型可获得的稳健供应平衡策略,能够有效地平衡产品供应过剩或不足产生的收益与损失之间的问题,研究成果为直营连锁企业单周期产品的供销平衡鲁棒决策问题提供了一种新的工具.This paper studies the robust strategy of product supply and marketing balance based on the conditional value-at-risk under the convex probability distribution function cluster for direct chain enterprises.It is proved that the supply and marketing balance robust strategy model under single objective conditional valueat-risk can be equivalent to a single objective optimization model.It is also proved that a multi-objective supply and marketing balance robust strategy model based on conditional value-at-risk can be equivalent to a multi-objective optimization model.The above two robust models can be applied to the single cycle product supply and marketing balance decision of direct chain enterprises.The numerical analysis shows that the supply equilibrium strategy can be obtained by establishing the single cycle weight robust supply and marketing equilibrium strategy model of direct chain enterprises.It can effectively balance the problem between profit and loss caused by oversupply or shortage of products.It provides a new tool for the robust decisionmaking problem of supply and marketing balance of single cycle products in direct chain enterprises.

关 键 词：直营连锁企业 条件风险值 供销平衡 鲁棒策略 凸概率分布函数簇 

分 类 号：F721.7[经济管理—产业经济]